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WEN vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WEN vs. IVV

Last updated Jun 24, 2026

WEN (The Wendy's Company) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, WEN returned -1.04%/yr vs 15.58%/yr for IVV. At a 0.40 correlation, their price movements are largely independent.

Performance

WEN vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Wendy's Company (WEN) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WEN achieves a -22.10% return, which is significantly lower than IVV's 8.20% return. Over the past 10 years, WEN has underperformed IVV with an annualized return of -1.04%, while IVV has yielded a comparatively higher 15.58% annualized return.

WEN

1D
1.38%
1M
-18.43%
YTD
-22.10%
6M
-21.05%
1Y
-45.68%
3Y*
-29.59%
5Y*
-19.41%
10Y*
-1.04%

IVV

1D
-1.42%
1M
-1.34%
YTD
8.20%
6M
7.25%
1Y
23.72%
3Y*
20.79%
5Y*
13.13%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEN vs. IVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WEN
The Wendy's Company		-22.10%-45.81%-11.45%-9.65%-2.77%10.98%0.07%45.34%-3.02%23.78%
IVV
iShares Core S&P 500 ETF		8.20%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between WEN and IVV is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.40

Over the past year, the correlation between WEN and IVV has dropped to 0.12 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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The Wendy's Company

iShares Core S&P 500 ETF

Often compared with WEN:
WEN vs. MCDWEN vs. DRIWEN vs. SPYWEN vs. VTIWEN vs. KOWEN vs. AMZNWEN vs. TGT
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

WEN vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WEN
WEN Risk / Return Rank: 55
Overall Rank
WEN Sharpe Ratio Rank: 55
Sharpe Ratio Rank
WEN Sortino Ratio Rank: 55
Sortino Ratio Rank
WEN Omega Ratio Rank: 77
Omega Ratio Rank
WEN Calmar Ratio Rank: 22
Calmar Ratio Rank
WEN Martin Ratio Rank: 77
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 5959
Overall Rank
IVV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 5656
Sortino Ratio Rank
IVV Omega Ratio Rank: 5858
Omega Ratio Rank
IVV Calmar Ratio Rank: 5656
Calmar Ratio Rank
IVV Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WEN vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Wendy's Company (WEN) and iShares Core S&P 500 ETF (IVV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

WENIVVDifference
Sharpe ratioReturn per unit of total volatility
-1.00
1.91

-2.91

Sortino ratioReturn per unit of downside risk
-1.65
2.60

-4.24

Omega ratioGain probability vs. loss probability

0.82

1.35

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.98

2.68

-3.66

Martin ratioReturn relative to average drawdown

-1.47

11.98

-13.45

WEN vs. IVV - Sharpe Ratio Comparison

The current WEN Sharpe Ratio is -1.00, which is lower than the IVV Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of WEN and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

WEN vs. IVV - Drawdown Comparison

The maximum WEN drawdown since its inception was -84.54%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for WEN and IVV.

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Drawdown Indicators

WENIVVDifference

Max Drawdown

Largest peak-to-trough decline

-84.54%

-55.25%

-29.29%

Max Drawdown (1Y)

Largest decline over 1 year

-46.72%

-8.89%

-37.83%

Max Drawdown (3Y)

Largest decline over 3 years

-66.27%

-18.75%

-47.52%

Max Drawdown (5Y)

Largest decline over 5 years

-68.72%

-24.53%

-44.19%

Max Drawdown (10Y)

Largest decline over 10 years

-72.94%

-33.90%

-39.04%

Current Drawdown

Current decline from peak

-72.57%

-3.14%

-69.43%

Average Drawdown

Average peak-to-trough decline

-34.37%

-10.76%

-23.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.01%

1.99%

+29.02%

Volatility

WEN vs. IVV - Volatility Comparison

The Wendy's Company (WEN) has a higher volatility of 16.96% compared to iShares Core S&P 500 ETF (IVV) at 4.88%. This indicates that WEN's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WENIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.96%

4.88%

+12.08%

Volatility (6M)

Calculated over the trailing 6-month period

37.79%

9.85%

+27.94%

Volatility (1Y)

Calculated over the trailing 1-year period

45.90%

12.48%

+33.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.34%

16.98%

+14.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.46%

18.07%

+19.39%

Dividends

WEN vs. IVV - Dividend Comparison

WEN's dividend yield for the trailing twelve months is around 8.95%, more than IVV's 1.11% yield.

PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF		1.11%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
WEN
The Wendy's Company		8.95%8.04%6.13%5.13%2.21%1.80%1.32%1.89%2.18%1.71%1.81%2.09%

Frequently Asked Questions

WEN and IVV have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WEN has higher volatility (16.96%) compared to IVV (4.88%). In terms of maximum drawdown, WEN dropped -84.54% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (1.91 vs -1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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